Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Test whether assumptions for cluster estimator of VCE are fulfilled
From
"Roberto Liebscher" <[email protected]>
To
[email protected]
Subject
st: Test whether assumptions for cluster estimator of VCE are fulfilled
Date
Thu, 14 Jun 2012 15:11:02 +0200 (CEST)
Dear statalister,
I am running a regression on a dataset which I think shows correlation
between observations of a cluster. Therefore I use the cluster-robust-VCE
estimator by adding -cluster(group)- to the regression command. As this
estimator requires the disturbances between groups to be uncorrelated I
would like to know if there is a way in Stata to test for this?
Any help would be appreciated.
Kind regards,
Roberto
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/